+1.7%
PEP vs WCC
+64.4%
-62.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.8% |
| 7D | +0.1% | +8.5% | -8.4% | +0.7% |
| 30D | +0.7% | -1.0% | +1.6% | +0.6% |
| 3M | -0.5% | +2.1% | -2.6% | +0.2% |
| 6M | -11.3% | +36.8% | -48.1% | -10.8% |
| YTD | -0.6% | +47.7% | -48.3% | +1.8% |
| 1Y | +1.7% | +66.5% | -64.9% | +7.1% |
| All | +1.7% | +64.4% | -62.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling